
Quant Analyst
- London
- Permanent
- Full-time
- Build pricing, modelling, and aid in automating execution across the Gas and Power space (Trading, Business Development and Origination), but with a lens across the entire Life of a Deal
- Direct key “pre- and post-trade” quant support for the desks for all sort of quant solutions, trading and hedging decision support, analytics, and pricing activities as well as tooling, creating UI/dashboards as business-as-usual (BAU) activities.
- Build all sort of bespoke quant models and methodologies for the Trading space as well as building blocks of models.
- Standardize (and if necessary, refactor) them in the Quant Library and make them ready for deployment in available execution engines across SE-EA space as well as Ada++ complex valuation deal engines.
- Internal model documentation of mature quant models and making them ready for model validation.
- Build tactical solutions as well as support for the establishment of strategic (target state) solutions for EoD hPFCs as well as intraday curve and PnL positions to optimize real-time power and gas positions and pricing accordingly.
- Be able to contribute to enable high quality, shared understanding of market opportunities, trends, and value potential.
- Understand the gas and power deal funnel to appropriately prioritise new opportunities in the gas and power Trading space.
- Capture and share learnings from both internal and external experiences to Shell to help improve commercial and operational decision making in Shell Energy.
- Partner with IT, Business Excellence / Commercial Delivery to select and implement (full lifecycle; scope, design, build test & deploy) new IT solutions and enhancements to existing IT solutions in readiness for new value propositions or enter new markets.
- Bring rigour/governance to the delivery structure and where feasible drive towards full automation.
- Significant experience in commercial /quantitative roles, specifically in the Gas and Power market, with a strong track record of performance.
- Prior work with widespread and diverse Gas and Power asset portfolio, including optimisation, automated operation, function, and trading across all European markets.
- Certificate in Quantitative Finance (CQF) is desirable
- An external focus, with expert knowledge of the market, and ability to quickly understand commercial opportunity, and its value drivers.
- A broad and agile, but precise thinker, capable of building trust and credibility
- This role requires an ability and willingness to quickly understand and act upon commercial opportunities, often under significant time pressure.
- Proactive approach and mind set to propose and drive improvement and changes.
- Sound understanding of credit, market and financial risk, and Life of a Deal.
- Experience and appreciation of purposeful collaboration
- Prioritisation skills, distinguishing between urgent, important, and essential.
- A “can do” attitude is a must.
- Stakeholder management: the role will engage with a large pool of stakeholders, with whom effective communications and relations are essential. These include:
- Gas and Power: GM / RTL / Traders
- Origination, Business Development
- Structuring
- Written and spoken language skills in following languages as an advantage: Spanish, German, Dutch or Italian
- Progress as a person as we work on the energy transition together.
- Continuously grow the transferable skills you need to get ahead.
- Work at the forefront of technology, trends, and practices.
- Collaborate with experienced colleagues with unique expertise.
- Achieve your balance in a values-led culture that encourages you to be the best version of yourself.
- Benefit from flexible working hours, and the possibility of remote/mobile working.
- Perform at your best with a competitive starting salary and annual performancerelated salary increase – our pay and benefits packages are considered to be among the best in the world.
- Take advantage of paid parental leave, including for non-birthing parents.
- Join an organisation working to become one of the most diverse and inclusive in the world. We strongly encourage applicants of all genders, ages, ethnicities, cultures, abilities, sexual orientation, and life experiences to apply.
- Grow as you progress through diverse career opportunities in national and
- international teams.
- Gain access to a wide range of training and development programmes.